Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-10 00:00:00+00:00 0.610844 0.687537 0.774232 0.880349 1.007921 1.157889 1.349847
2024-11-17 00:00:00+00:00 0.516064 0.609225 0.722061 0.871275 1.067317 1.321971 1.688191
2024-11-24 00:00:00+00:00 0.455482 0.557465 0.687740 0.871027 1.130400 1.498237 2.088071
2024-12-01 00:00:00+00:00 0.395770 0.497083 0.631612 0.829879 1.127093 1.579602 2.375867
2024-12-08 00:00:00+00:00 0.350582 0.449709 0.585604 0.793880 1.122091 1.654681 2.677580
2024-12-15 00:00:00+00:00 0.328887 0.431461 0.576997 0.809870 1.198181 1.877188 3.330045
2024-12-22 00:00:00+00:00 0.315152 0.422510 0.580031 0.843176 1.308253 2.189262 4.320787
2024-12-29 00:00:00+00:00 0.298792 0.407793 0.572252 0.857224 1.387134 2.466633 5.407836
2025-01-05 00:00:00+00:00 0.283419 0.392919 0.562261 0.865536 1.456602 2.747536 6.717725
2025-01-12 00:00:00+00:00 0.267016 0.374920 0.545203 0.858650 1.494440 2.970755 8.054923
2025-01-19 00:00:00+00:00 0.246796 0.349352 0.513306 0.820521 1.460312 3.008799 8.788561
2025-01-26 00:00:00+00:00 0.237157 0.339863 0.507337 0.829891 1.530012 3.341788 11.100297
2025-02-02 00:00:00+00:00 0.228906 0.332405 0.504823 0.847078 1.625323 3.802595 14.891160
2025-02-09 00:00:00+00:00 0.217579 0.319022 0.490693 0.839224 1.660279 4.102909 18.532213
2025-02-16 00:00:00+00:00 0.208494 0.308737 0.481145 0.839472 1.715892 4.504857 24.161708
2025-02-23 00:00:00+00:00 0.194865 0.289892 0.454575 0.800667 1.662561 4.497833 26.432855
2025-03-02 00:00:00+00:00 0.182995 0.273429 0.431290 0.766589 1.616272 4.503916 29.094561
2025-03-09 00:00:00+00:00 0.178463 0.269356 0.430686 0.781935 1.709412 5.121045 42.598028
2025-03-16 00:00:00+00:00 0.176215 0.269067 0.437093 0.813719 1.858669 6.105054 73.963095
2025-03-23 00:00:00+00:00 0.171941 0.264890 0.435624 0.827140 1.957327 6.950290 123.451824
2025-03-30 00:00:00+00:00 0.167349 0.259855 0.432049 0.835083 2.041577 7.814374 217.087226
2025-04-06 00:00:00+00:00 0.161580 0.252357 0.423000 0.828556 2.076510 8.434122 361.063615
2025-04-13 00:00:00+00:00 0.153229 0.239735 0.402835 0.792277 2.000857 8.280472 414.262818